Transferring materials made in Cycles Render to Blender Game Engine
Cycles and the BGE don't share the same (or even remotely similar) material systems, and the materials are not transferable between engines. That means you will have to create a new material when switching engines. However, if you have any image textures or any other non-procedural data you can reuse them, you will just have to set up the materials to use the texture.